+2,486.9%
VRT vs PBR
+532.9%
+1,953.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | -8.4% | +5.4% | -13.7% | -9.7% |
| 30D | -10.9% | +22.9% | -33.7% | -15.8% |
| 3M | -13.7% | +19.6% | -33.3% | -18.3% |
| 6M | -4.1% | +16.5% | -20.6% | -9.2% |
| YTD | +58.7% | +86.7% | -27.9% | +32.0% |
| 1Y | +89.6% | +74.7% | +14.9% | +59.8% |
| 3Y | +558.1% | +102.6% | +455.6% | +425.0% |
| 5Y | +953.0% | +566.6% | +386.4% | +471.3% |
| All | +2,486.9% | +532.9% | +1,953.9% | +1,007.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling